The other night I had one of the employee where I work asked the closeing management to get his paycheck for him out of the safe. The manager told him that he was on lunch and would get it for him right when he got back from lunch (a whole 5 minutes away). The employee left right after this leaving his paycheck. This same employee comes back in the next day claming about a law stating that an employer had to give the employee there checks immediately no mater the situation maybe. I was wondering if there was such a law or if this guy is just full of himself.

I think that the guy is blowing smoke. Yes, there are laws that specify that people must be paid in a timely fashion, but there's no law that says a person can't be made to wait for five minutes on payday.

No such law exists in any state. And if this guy keeps insisting that there is, suggest he show it to you.